Entropy invariance for autoregressive processes constructed by linear filtering
DOI10.1080/00207160.2010.484101zbMATH Open1210.94068OpenAlexW1980206944MaRDI QIDQ2995485FDOQ2995485
Georgiana Popovici, Monica Dumitrescu
Publication date: 21 April 2011
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2010.484101
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Cites Work
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- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
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- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- Density-free convergence properties of various estimators of entropy
- Extremes in autoregressive processes with uniform marginal distributions
- Estimation of the Entropy Functional from Dependent Samples
- The uniform autoregressive process of the second order (UAR(2))
- Stochastic measurement procedures based on stationary time series
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